Optimization of parameters of asymptotically stable systems.
Original title unknown
Phase field method for mean curvature flow with boundary constraints
This paper is concerned with the numerical approximation of mean curvature flow t → Ω(t) satisfying an additional inclusion-exclusion constraint Ω1 ⊂ Ω(t) ⊂ Ω2. Classical phase field model to approximate these evolving interfaces consists in solving the Allen-Cahn equation with Dirichlet boundary conditions. In this work, we introduce a new phase field model, which can be viewed as an Allen Cahn equation with a penalized double well potential. We first justify this method by a Γ-convergence result...
Phase field method for mean curvature flow with boundary constraints
This paper is concerned with the numerical approximation of mean curvature flow t → Ω(t) satisfying an additional inclusion-exclusion constraint Ω1 ⊂ Ω(t) ⊂ Ω2. Classical phase field model to approximate these evolving interfaces consists in solving the Allen-Cahn equation with Dirichlet boundary conditions. In this work, we introduce a new phase field model, which can be viewed as an Allen Cahn equation with a penalized double well potential. We first justify this method by a Γ-convergence result...
Radial basis function level set method for structural optimization
Regularization and iterative methods for monotone variational inequalities.
Regularization parameter selection in discrete ill-posed problems - the use of the U-curve
To obtain smooth solutions to ill-posed problems, the standard Tikhonov regularization method is most often used. For the practical choice of the regularization parameter α we can then employ the well-known L-curve criterion, based on the L-curve which is a plot of the norm of the regularized solution versus the norm of the corresponding residual for all valid regularization parameters. This paper proposes a new criterion for choosing the regularization parameter α, based on the so-called U-curve....
Semilinear evolution equations of second order via maximal regularity.
Solvability and numerical algorithms for a class of variational data assimilation problems
A class of variational data assimilation problems on reconstructing the initial-value functions is considered for the models governed by quasilinear evolution equations. The optimality system is reduced to the equation for the control function. The properties of the control equation are studied and the solvability theorems are proved for linear and quasilinear data assimilation problems. The iterative algorithms for solving the problem are formulated and justified.
Solvability and numerical algorithms for a class of variational data assimilation problems
A class of variational data assimilation problems on reconstructing the initial-value functions is considered for the models governed by quasilinear evolution equations. The optimality system is reduced to the equation for the control function. The properties of the control equation are studied and the solvability theorems are proved for linear and quasilinear data assimilation problems. The iterative algorithms for solving the problem are formulated and justified.
Superconvergence analysis and a posteriori error estimation of a Finite Element Method for an optimal control problem governed by integral equations
In this paper, we discuss the numerical simulation for a class of constrained optimal control problems governed by integral equations. The Galerkin method is used for the approximation of the problem. A priori error estimates and a superconvergence analysis for the approximation scheme are presented. Based on the results of the superconvergence analysis, a recovery type a posteriori error estimator is provided, which can be used for adaptive mesh refinement.
The method of lines for hyperbolic stochastic functional partial differential equations
We apply an approximation by means of the method of lines for hyperbolic stochastic functional partial differential equations driven by one-dimensional Brownian motion. We study the stability with respect to small -perturbations.
Time domain decomposition in final value optimal control of the Maxwell system
We consider a boundary optimal control problem for the Maxwell system with a final value cost criterion. We introduce a time domain decomposition procedure for the corresponding optimality system which leads to a sequence of uncoupled optimality systems of local-in-time optimal control problems. In the limit full recovery of the coupling conditions is achieved, and, hence, the local solutions and controls converge to the global ones. The process is inherently parallel and is suitable for real-time...
Time Domain Decomposition in Final Value Optimal Control of the Maxwell System
We consider a boundary optimal control problem for the Maxwell system with a final value cost criterion. We introduce a time domain decomposition procedure for the corresponding optimality system which leads to a sequence of uncoupled optimality systems of local-in-time optimal control problems. In the limit full recovery of the coupling conditions is achieved, and, hence, the local solutions and controls converge to the global ones. The process is inherently parallel and is suitable for real-time...
Time-discretization for controlled Markov processes. I. General approximation results
Time-discretization for controlled Markov processes. II. A jump and diffusion application
Unilateral elastic subsoil of Winkler's type: Semi-coercive beam problem
The mathematical model of a beam on a unilateral elastic subsoil of Winkler's type and with free ends is considered. Such a problem is non-linear and semi-coercive. The additional assumptions on the beam load ensuring the problem solvability are formulated and the existence, the uniqueness of the solution and the continuous dependence on the data are proved. The cases for which the solutions need not be stable with respect to the small changes of the load are described. The problem is approximated...
Verification of functional a posteriori error estimates for obstacle problem in 1D
We verify functional a posteriori error estimate for obstacle problem proposed by Repin. Simplification into 1D allows for the construction of a nonlinear benchmark for which an exact solution of the obstacle problem can be derived. Quality of a numerical approximation obtained by the finite element method is compared with the exact solution and the error of approximation is bounded from above by a majorant error estimate. The sharpness of the majorant error estimate is discussed.
Verification of functional a posteriori error estimates for obstacle problem in 2D
We verify functional a posteriori error estimates proposed by S. Repin for a class of obstacle problems in two space dimensions. New benchmarks with known analytical solution are constructed based on one dimensional benchmark introduced by P. Harasim and J. Valdman. Numerical approximation of the solution of the obstacle problem is obtained by the finite element method using bilinear elements on a rectangular mesh. Error of the approximation is measured by a functional majorant. The majorant value...
Метод конечных разностей решения первой краевой задачи для нелинейного обыкновенного дифференциального уравнения второго порядка с дивергентной главной частью